A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (Q2811116)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing |
scientific article; zbMATH DE number 6591433
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing |
scientific article; zbMATH DE number 6591433 |
Statements
A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing (English)
0 references
10 June 2016
0 references
arbitrage
0 references
fundamental theorem of asset pricing
0 references
Itô-process
0 references
complete market
0 references
equivalent local martingale measure
0 references
martingale deflator
0 references
0 references
